All cognac is brandy (distilled wine), but not all brandy is cognac. . . so, you can substitute most brandies for cognac. Little secret, I once fooled one of the top NY French chefs in a blind tasting of cognac, but I threw Bushmill's Black Bush before it was imported into the USA. He thought it was brandy!

Any domestic brandy will work fine as substitute for Cognac in cooking applications, especially where the flavor of the brandy is not a key element. As with other cooking spirits, though, don't use it to cook with if you wouldn't drink it.